ABB option chain
IV vs HV, IV percentile & PCR history →End of day 02 Nov 2026 · expiry 25 Jan 2027 (84 days) · lot 125
Spot
6,600.00
Future
6,665.00
Forward
6,665.00
PCR (OI)
—
Puts — / Calls —
PCR (volume)
—
Puts — / Calls —
Max pain
—
strike with least total payout to holders
Highest OI
— CE · — PE
ΔOI calls +— · puts +—
Open interest by strike
CallsPuts│ ATM
| Calls | Puts | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Buildup | OI | ΔOI | IV % | Chg | LTP | Strike | LTP | Chg | IV % | ΔOI | OI | Buildup | ||||||
| Neutral | — | — | 36.97 | 0.00 | 1,483.90 | 5,200 | 53.65 | 0.00 | 32.06 | — | — | Neutral | ||||||
| Neutral | — | — | 34.94 | 0.00 | 1,154.65 | 5,600 | 118.20 | 0.00 | 31.97 | — | — | Neutral | ||||||
| Neutral | — | — | 34.37 | 0.00 | 1,005.40 | 5,800 | 165.85 | 0.00 | 31.91 | — | — | Neutral | ||||||
| Neutral | — | — | 33.97 | 0.00 | 867.10 | 6,000 | 224.45 | 0.00 | 31.84 | — | — | Neutral | ||||||
| Neutral | — | — | 33.68 | 0.00 | 741.55 | 6,200 | 295.80 | 0.00 | 31.75 | — | — | Neutral | ||||||
| Neutral | — | — | 33.47 | 0.00 | 628.60 | 6,400 | 379.75 | 0.00 | 31.65 | — | — | Neutral | ||||||
| Neutral | — | — | 33.32 | 0.00 | 528.20 | 6,600 | 476.35 | 0.00 | 31.53 | — | — | Neutral | ||||||
| Neutral | — | — | 33.20 | 0.00 | 440.20 | 6,800 | 585.20 | 0.00 | 31.37 | — | — | Neutral | ||||||
| Neutral | — | — | 33.10 | 0.00 | 363.80 | 7,000 | 705.75 | 0.00 | 31.17 | — | — | Neutral | ||||||
| Neutral | — | — | 33.03 | 0.00 | 298.35 | 7,200 | 837.20 | 0.00 | 30.91 | — | — | Neutral | ||||||
| Neutral | — | — | 32.97 | 0.00 | 242.80 | 7,400 | 978.55 | 0.00 | 30.57 | — | — | Neutral | ||||||
| Neutral | — | — | 32.92 | 0.00 | 196.60 | 7,600 | 1,129.30 | 0.00 | 30.13 | — | — | Neutral | ||||||
Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: same-expiry future. Discounting at 4.28% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.